+924.9%
VLO vs PPG
+26.9%
+898.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +5.3% | -6.2% | +11.6% | +8.7% |
| 30D | +18.2% | -7.9% | +26.2% | +23.1% |
| 3M | +53.3% | -10.2% | +63.6% | +59.9% |
| 6M | +70.4% | +2.7% | +67.8% | +61.0% |
| YTD | +143.4% | +4.9% | +138.5% | +124.9% |
| 1Y | +153.0% | -3.2% | +156.2% | +143.5% |
| 3Y | +195.0% | -17.0% | +212.0% | +203.5% |
| 5Y | +618.8% | -23.3% | +642.1% | +640.2% |
| All | +924.9% | +26.9% | +898.0% | +595.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling